-52.0%
GTLB vs IBB
+36.6%
-88.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +2.1% |
| 7D | +11.1% | +1.4% | +9.6% | +9.3% |
| 30D | +37.8% | +10.5% | +27.3% | +21.1% |
| 3M | +61.6% | +23.6% | +37.9% | +22.4% |
| 6M | +98.9% | +22.6% | +76.3% | +48.8% |
| YTD | +32.8% | +25.7% | +7.1% | -4.7% |
| 1Y | +14.7% | +51.4% | -36.7% | -38.2% |
| 3Y | +1.3% | +64.4% | -63.0% | -54.3% |
| All | -52.0% | +36.6% | -88.6% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling